+66.6%
ADI vs ADVB
-97.5%
+164.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | +0.6% |
| 7D | -12.8% | -13.9% | +1.1% | -12.7% |
| 30D | -11.3% | -68.1% | +56.8% | -10.3% |
| 3M | -3.4% | -73.4% | +70.0% | -2.2% |
| 6M | -12.0% | -70.8% | +58.8% | -12.4% |
| YTD | +35.3% | -66.1% | +101.4% | +33.3% |
| 1Y | +58.1% | -77.5% | +135.6% | +58.4% |
| All | +66.6% | -97.5% | +164.2% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ADVB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling